beginning SQL

I purchased SQL Server 2005 and intend to take a class this month. I have installed it. How do I get started trying it out? I took an online tutorial, but I don't understand the mechanics of accessing the db to start with or if I even have a db to work with. Any suggestions?

Book on line > SQL Server 2005 Tutorials >SQL Server Tools Tutorial

ms-help://MS.SQLCC.v9/MS.SQLSVR.v9.en/sqltut9/html/655e709b-346b-469c-bddc-a5a0238d07e0.htm

HTH